-80.8%
FIG vs TNA
+82.7%
-163.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | -12.2% | -7.6% | -4.6% | -11.2% |
| 30D | -11.0% | -13.6% | +2.7% | -9.2% |
| 3M | +11.9% | +2.8% | +9.0% | +10.0% |
| 6M | -21.9% | +34.5% | -56.4% | -30.3% |
| YTD | -40.8% | +41.0% | -81.8% | -49.2% |
| 1Y | -56.6% | +52.0% | -108.7% | -62.7% |
| All | -80.8% | +82.7% | -163.6% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling